+409.7%
VUG vs CLF
+108.7%
+301.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.1% |
| 7D | +0.9% | +6.5% | -5.6% | -0.1% |
| 30D | -1.4% | +0.2% | -1.7% | -1.6% |
| 3M | +2.3% | -3.1% | +5.4% | +2.0% |
| 6M | +15.7% | +25.0% | -9.3% | +10.5% |
| YTD | +8.6% | -7.5% | +16.1% | +7.5% |
| 1Y | +14.1% | +11.5% | +2.5% | +8.4% |
| 3Y | +87.9% | -13.7% | +101.6% | +77.2% |
| 5Y | +76.3% | -47.0% | +123.3% | +73.2% |
| 10Y | +409.7% | +116.3% | +293.3% | +268.3% |
| All | +409.7% | +108.7% | +301.0% | +268.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CLF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling